Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50671.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43304.86 Kr¶

PnL: ---------------------------------------> -397.73 Kr¶

DD now: ---------------------------------> -4.61 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:56:04.452628'

Anic Portfolio¶

Today¶

Return: -0.158 %¶

This Week¶

Return: -0.158 %¶

Total portfolio value¶

Return including deposits: 65.885 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.730000 2070.600000 29.750000 1.460000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.640000 3430.700000 19.500000 0.570000 3411.200000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Hexatronic Group 15 2.710000 1079.400000 11.700000 1.100000 1067.700000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Sagax B 4 -1.200000 891.600000 8.400000 0.950000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
AcadeMedia 20 -0.530000 979.200000 3.600000 0.370000 975.600000
Hennes & Mauritz B 6 -0.820000 912.720000 2.760000 0.300000 909.960000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
SKF B 5 -1.190000 979.750000 1.750000 0.180000 978.000000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
Atrium Ljungberg B 5 -0.660000 902.500000 1.000000 0.110000 901.500000
Biotage 1 -8.110000 145.000000 -2.500000 -1.690000 147.500000
Addnode Group B 7 -2.870000 899.500000 -3.500000 -0.390000 903.000000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.480000 863.600000 -7.200000 -0.830000 870.800000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
OX2 12 -3.910000 898.800000 -7.800000 -0.860000 906.600000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Byggmax Group 33 -2.760000 953.040000 -11.880000 -1.230000 964.920000
JM 7 -2.690000 935.900000 -11.900000 -1.260000 947.800000
Alimak Group 12 -1.430000 991.200000 -13.200000 -1.310000 1004.400000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Catena 2 -1.800000 787.600000 -16.000000 -1.990000 803.600000
Investor B 3 -2.130000 640.800000 -17.200000 -2.610000 657.999999
Hoist Finance 36 -2.700000 972.000000 -36.000000 -3.570000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.820000 2626.320000 -357.260000 -11.970000 2983.577733
TOTAL 43304.860000 -397.730000 -4.61032% 43702.591732

Updated:¶

'2023-06-19 15:56:22.048370'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶